ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-09 |
118-20 |
0-11 |
0.3% |
117-09 |
| High |
118-22 |
120-06 |
1-16 |
1.3% |
118-22 |
| Low |
117-31 |
118-19 |
0-20 |
0.5% |
116-16 |
| Close |
118-21 |
120-04 |
1-15 |
1.2% |
118-21 |
| Range |
0-23 |
1-19 |
0-28 |
121.7% |
2-06 |
| ATR |
1-06 |
1-07 |
0-01 |
2.5% |
0-00 |
| Volume |
4,222 |
6,740 |
2,518 |
59.6% |
19,150 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-13 |
123-28 |
121-00 |
|
| R3 |
122-26 |
122-09 |
120-18 |
|
| R2 |
121-07 |
121-07 |
120-13 |
|
| R1 |
120-22 |
120-22 |
120-09 |
120-30 |
| PP |
119-20 |
119-20 |
119-20 |
119-25 |
| S1 |
119-03 |
119-03 |
119-31 |
119-12 |
| S2 |
118-01 |
118-01 |
119-27 |
|
| S3 |
116-14 |
117-16 |
119-22 |
|
| S4 |
114-27 |
115-29 |
119-08 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-16 |
123-25 |
119-28 |
|
| R3 |
122-10 |
121-19 |
119-08 |
|
| R2 |
120-04 |
120-04 |
119-02 |
|
| R1 |
119-13 |
119-13 |
118-27 |
119-24 |
| PP |
117-30 |
117-30 |
117-30 |
118-04 |
| S1 |
117-07 |
117-07 |
118-15 |
117-18 |
| S2 |
115-24 |
115-24 |
118-08 |
|
| S3 |
113-18 |
115-01 |
118-02 |
|
| S4 |
111-12 |
112-27 |
117-14 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-31 |
|
2.618 |
124-12 |
|
1.618 |
122-25 |
|
1.000 |
121-25 |
|
0.618 |
121-06 |
|
HIGH |
120-06 |
|
0.618 |
119-19 |
|
0.500 |
119-12 |
|
0.382 |
119-06 |
|
LOW |
118-19 |
|
0.618 |
117-19 |
|
1.000 |
117-00 |
|
1.618 |
116-00 |
|
2.618 |
114-13 |
|
4.250 |
111-26 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-28 |
119-17 |
| PP |
119-20 |
118-30 |
| S1 |
119-12 |
118-11 |
|